all you need to set up a sump is an overflow box, tubing, a tank (to act as the sump), level baffles (to besure your don't flood your main tank if the overflow stops working), and a pump to pump the sump water back to the main tank.
thats slightly overly simple description
) you can put all your equipment, filters, heaters, skimmers, etc in there and they will function just fine.
You can certainly put a DSB
in there (although you should then refer to it as a Refugium) you could also put some macro algae, such as any form of culerpa, in there and it will help control unwanted algae in your main tank.